HighQualityRandom.java

/*******************************************************************************
 * Copyright 2012 the original author or authors.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 * 
 *   http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 ******************************************************************************/
package emlab.util;

import java.util.Random;
import java.util.concurrent.locks.Lock;
import java.util.concurrent.locks.ReentrantLock;

/**
 * Produces high quality random numbers. Taken from http://www.javamex.com/tutorials/random_numbers/numerical_recipes.shtml, based on algorithm in Numerical Recipes: The Art of Scientific Computing,
 * Press et. al. (2007)
 * 
 * @author JCRichstein
 * 
 */
public class HighQualityRandom extends Random {
    private Lock l = new ReentrantLock();
    private long u;
    private long v = 4101842887655102017L;
    private long w = 1;

    public HighQualityRandom() {
        this(System.nanoTime());
    }

    public HighQualityRandom(long seed) {
        l.lock();
        u = seed ^ v;
        nextLong();
        v = u;
        nextLong();
        w = v;
        nextLong();
        l.unlock();
    }

    public long nextLong() {
        l.lock();
        try {
            u = u * 2862933555777941757L + 7046029254386353087L;
            v ^= v >>> 17;
            v ^= v << 31;
            v ^= v >>> 8;
            w = 4294957665L * (w & 0xffffffff) + (w >>> 32);
            long x = u ^ (u << 21);
            x ^= x >>> 35;
            x ^= x << 4;
            long ret = (x + v) ^ w;
            return ret;
        } finally {
            l.unlock();
        }
    }

    protected int next(int bits) {
        return (int) (nextLong() >>> (64 - bits));
    }

}